Just focusing on the one I can answer right at this moment:
Under Catalina, whether or not this dot will appear is controlled by whether or not you will be asked to save when closing a document with unsaved changes. I feel like this was also true under Mojave but I'm not completely certain about that.
You can find the setting in System Preferences > General > Ask to keep changes when closing documents. Note that to see the change in dot behaviour, you'll need to close and reopen the document after changing the setting.
Essentially that dot is synonymous to an ellipsis in a menu: "doing this will prompt you about something."